+316.4%
TJX vs DXCM
+402.7%
-86.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | -0.3% | +4.9% | -5.3% | -1.0% |
| 30D | -5.6% | -0.2% | -5.4% | -5.6% |
| 3M | -12.3% | -8.9% | -3.4% | -11.4% |
| 6M | -7.7% | +42.3% | -50.0% | -12.2% |
| YTD | -11.4% | +25.6% | -37.0% | -14.6% |
| 1Y | -7.0% | +39.5% | -46.6% | -11.6% |
| 3Y | +53.3% | -15.3% | +68.5% | +49.1% |
| 5Y | +109.9% | -48.4% | +158.4% | +112.5% |
| All | +316.4% | +402.7% | -86.3% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling